+706.7%
ETN vs ADM
+177.9%
+528.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | +2.5% | +1.0% | +2.5% |
| 30D | -7.5% | +9.5% | -17.0% | -11.0% |
| 3M | +8.3% | +10.6% | -2.3% | +3.5% |
| 6M | +20.2% | +24.0% | -3.8% | +8.8% |
| YTD | +34.7% | +54.0% | -19.3% | +11.3% |
| 1Y | +19.4% | +45.3% | -25.9% | +0.3% |
| 3Y | +85.5% | +21.8% | +63.8% | +62.8% |
| 5Y | +186.6% | +66.8% | +119.8% | +93.1% |
| All | +706.7% | +177.9% | +528.8% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling